E-mini S&P 500 Future September 2025


Trading Metrics calculated at close of trading on 21-Jul-2025
Day Change Summary
Previous Current
18-Jul-2025 21-Jul-2025 Change Change % Previous Week
Open 6,342.50 6,335.75 -6.75 -0.1% 6,274.00
High 6,357.00 6,374.00 17.00 0.3% 6,357.00
Low 6,323.25 6,329.75 6.50 0.1% 6,241.00
Close 6,334.75 6,344.75 10.00 0.2% 6,334.75
Range 33.75 44.25 10.50 31.1% 116.00
ATR 63.32 61.96 -1.36 -2.2% 0.00
Volume 1,050,307 934,271 -116,036 -11.0% 5,754,410
Daily Pivots for day following 21-Jul-2025
Classic Woodie Camarilla DeMark
R4 6,482.25 6,457.75 6,369.00
R3 6,438.00 6,413.50 6,357.00
R2 6,393.75 6,393.75 6,352.75
R1 6,369.25 6,369.25 6,348.75 6,381.50
PP 6,349.50 6,349.50 6,349.50 6,355.50
S1 6,325.00 6,325.00 6,340.75 6,337.25
S2 6,305.25 6,305.25 6,336.75
S3 6,261.00 6,280.75 6,332.50
S4 6,216.75 6,236.50 6,320.50
Weekly Pivots for week ending 18-Jul-2025
Classic Woodie Camarilla DeMark
R4 6,659.00 6,612.75 6,398.50
R3 6,543.00 6,496.75 6,366.75
R2 6,427.00 6,427.00 6,356.00
R1 6,380.75 6,380.75 6,345.50 6,404.00
PP 6,311.00 6,311.00 6,311.00 6,322.50
S1 6,264.75 6,264.75 6,324.00 6,288.00
S2 6,195.00 6,195.00 6,313.50
S3 6,079.00 6,148.75 6,302.75
S4 5,963.00 6,032.75 6,271.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,374.00 6,241.00 133.00 2.1% 54.75 0.9% 78% True False 1,155,891
10 6,374.00 6,241.00 133.00 2.1% 52.00 0.8% 78% True False 1,095,575
20 6,374.00 5,959.00 415.00 6.5% 56.00 0.9% 93% True False 1,065,581
40 6,374.00 5,809.00 565.00 8.9% 68.50 1.1% 95% True False 737,040
60 6,374.00 5,400.00 974.00 15.4% 76.50 1.2% 97% True False 492,907
80 6,374.00 4,876.25 1,497.75 23.6% 110.25 1.7% 98% True False 371,003
100 6,374.00 4,876.25 1,497.75 23.6% 110.50 1.7% 98% True False 296,935
120 6,374.00 4,876.25 1,497.75 23.6% 103.50 1.6% 98% True False 247,494
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 15.78
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,562.00
2.618 6,489.75
1.618 6,445.50
1.000 6,418.25
0.618 6,401.25
HIGH 6,374.00
0.618 6,357.00
0.500 6,352.00
0.382 6,346.75
LOW 6,329.75
0.618 6,302.50
1.000 6,285.50
1.618 6,258.25
2.618 6,214.00
4.250 6,141.75
Fisher Pivots for day following 21-Jul-2025
Pivot 1 day 3 day
R1 6,352.00 6,340.25
PP 6,349.50 6,335.75
S1 6,347.00 6,331.00

These figures are updated between 7pm and 10pm EST after a trading day.

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